The thing is, there's a good and bad time to visit Sutro Baths, the good time being earlier in the morning on a sunny day, the bad time being any other time past 4PM because it'll be foggy, windy, and freakin' freezing. The photos below were taken on a sunny day but later in the afternoon when the fog already arrived. So as you can see, even a sunny day can be a bad time to visit if it's too late.

Click for larger photos.
But hey, late as it was that afternoon, at least we were able to walk down to the bath ruins and look around. If you wanted a better view of the ocean, i.e. less fog, you should try to get out there before noon.